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Portfolio dominance, lower conditional expectation and the monotone likelihood ratio order
Gollier, Christian - 1993
Persistent link: https://www.econbiz.de/10000881650
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000881671
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Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario - 2016
Persistent link: https://www.econbiz.de/10011525409
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Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444
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Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609475
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A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
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Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas (contributor); Nilsson, Birger (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
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Essays in industrial organization and asset allocation
Deuflhard, Florian - 2018
Persistent link: https://www.econbiz.de/10012003610
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Decision making with convex risk measures: theoretical foundations and applications to finance and insurance
Rischau, Robert - 2018
Persistent link: https://www.econbiz.de/10011897637